PAC Confidence Sets for Deep Neural Networks via Calibrated Prediction
- Abstract: We propose an algorithm combining calibrated prediction and generalization bounds from learning theory to construct confidence sets for deep neural networks with PAC guarantees---i.e., the confidence set for a given input contains the true label with high probability. We demonstrate how our approach can be used to construct PAC confidence sets on ResNet for ImageNet, and on a dynamics model the half-cheetah reinforcement learning problem.
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